Tests for regression coefficients in high dimensional partially linear models
Yan Liu, Sanguo Zhang, Shuangge Ma, Qingzhao Zhang
Topics & Concepts
MathematicsStatisticsLinear regressionProper linear modelRegression analysisRegressionStatistical hypothesis testingApplied mathematicsBayesian multivariate linear regressionStatistical Methods and InferenceStatistical Methods and Bayesian InferenceFinancial Risk and Volatility Modeling